+149.7%
XBI vs LHX
+227.8%
-78.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -4.6% | -4.3% | -0.4% | -3.3% |
| 30D | -2.0% | -15.1% | +13.1% | +3.2% |
| 3M | +17.8% | -21.0% | +38.8% | +26.2% |
| 6M | +23.7% | -32.0% | +55.7% | +39.3% |
| YTD | +28.2% | -15.3% | +43.6% | +33.5% |
| 1Y | +64.0% | -11.1% | +75.0% | +67.3% |
| 3Y | +99.4% | +54.0% | +45.4% | +66.3% |
| 5Y | +19.3% | +17.1% | +2.2% | +6.6% |
| All | +149.7% | +227.8% | -78.1% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling